Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic Efficiency of Semiparametric Two-step GMM	0	0	0	35	0	0	2	109
Asymptotic efficiency of semiparametric two-step GMM	0	0	0	44	0	0	0	80
Automated Estimation of Vector Error Correction Models	0	0	0	291	0	0	1	254
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments	0	0	0	72	0	0	0	163
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version	0	1	1	7	0	1	2	63
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications	0	0	0	111	0	0	0	185
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities	0	0	0	45	0	0	0	111
Shrinkage estimation of high-dimensional factor models with structural instabilities	0	1	1	28	0	1	4	107
Sieve Inference on Semi-nonparametric Time Series Models	0	0	0	39	0	0	2	118
Sieve Semiparametric Two-Step GMM under Weak Dependence	0	1	1	15	0	1	2	59
Sieve inference on semi-nonparametric time series models	0	0	0	13	0	0	0	54
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version	0	0	0	12	0	0	0	55
Total Working Papers	0	3	3	712	0	3	13	1,358

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION	0	0	0	19	0	1	2	81
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS	0	0	0	21	0	0	1	96
Asymptotic Efficiency of Semiparametric Two-step GMM	0	0	3	12	0	2	10	124
Select the valid and relevant moments: An information-based LASSO for GMM with many moments	0	0	1	57	0	0	3	219
Sieve M inference on irregular parameters	0	0	0	14	1	1	5	114
Sieve inference on possibly misspecified semi-nonparametric time series models	0	0	3	36	1	1	7	156
Sieve semiparametric two-step GMM under weak dependence	0	0	2	22	0	1	13	128
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command	0	0	1	3	0	0	4	9
Total Journal Articles	0	0	10	184	2	6	45	927

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Statistics updated 2025-06-06